internal AccountDataEntry(string account, AccountData values, AccountData[] positions, AccountData[] orders)
{
Account = account;
Values = values;
Positions = positions;
Orders = orders;
}
public AccountDataSnapshot GetSnapshot(byte providerId, byte route)
{
var table = GetTable(providerId, route, false);
if (table == null)
return new AccountDataSnapshot(new AccountDataEntry[0]);
AccountDataSnapshot result;
lock (table)
{
var list = new List<AccountDataEntry>();
foreach (string current in table.Items.Keys)
{
var class2 = table.Items[current];
var accountData = new AccountData(this.framework.Clock.DateTime, AccountDataType.AccountValue, current, providerId, route);
CopyFields(class2.Values, accountData.Fields);
var list2 = new List<AccountData>();
foreach (var current2 in class2.Positions.Values)
{
var accountData2 = new AccountData(this.framework.Clock.DateTime, AccountDataType.Position, current, providerId, route);
CopyFields(current2, accountData2.Fields);
list2.Add(accountData2);
}
var list3 = new List<AccountData>();
foreach (var current3 in class2.Orders.Values)
{
var accountData3 = new AccountData(this.framework.Clock.DateTime, AccountDataType.Order, current, providerId, route);
CopyFields(current3, accountData3.Fields);
list3.Add(accountData3);
}
list.Add(new AccountDataEntry(current, accountData, list2.ToArray(), list3.ToArray()));
}
result = new AccountDataSnapshot(list.ToArray());
}
return result;
}
public AccountDataEventArgs(AccountData data)
{
Data = data;
}
public override object Read(BinaryReader reader, byte version)
{
var datetime = new DateTime(reader.ReadInt64());
var type = (AccountDataType)reader.ReadInt32();
var account = reader.ReadString();
var providerId = reader.ReadByte();
var route = reader.ReadByte();
var accountData = new AccountData(datetime, type, account, providerId, route);
int count = reader.ReadInt32();
for (int i = 0; i < count; i++)
{
var name = reader.ReadString();
var currency = reader.ReadString();
object value = StreamerManager.Deserialize(reader);
accountData.Fields.Add(name, currency, value);
}
return accountData;
}
internal void OnAccountData(AccountData data)
{
if (Strategy != null && Strategy.Status == StrategyStatus.Running && Mode != StrategyMode.Backtest)
Strategy.EmitAccountData(data);
}
internal void OnAccountData(AccountData data)
{
var @class = GetTable(data.ProviderId, data.Route, true);
lock (@class)
{
AccountDataTableItem class2;
if ([email protected](data.Account, out class2))
{
class2 = new AccountDataTableItem();
@class.Items.Add(data.Account, class2);
}
switch (data.Type)
{
case AccountDataType.AccountValue:
MergeFields(data.Fields, class2.Values);
break;
case AccountDataType.Position:
{
AccountDataKey key = new AccountDataKey(data, new[] { "Symbol", "Maturity", "PutOrCall", "Strike" });
AccountDataFieldList list;
if (!class2.Positions.TryGetValue(key, out list))
{
list = new AccountDataFieldList();
class2.Positions.Add(key, list);
}
list.Clear();
CopyFields(data.Fields, list);
break;
}
case AccountDataType.Order:
{
AccountDataKey key2 = new AccountDataKey(data, new[] { "OrderID" });
AccountDataFieldList list;
if (!class2.Orders.TryGetValue(key2, out list))
{
list = new AccountDataFieldList();
class2.Orders.Add(key2, list);
}
list.Clear();
CopyFields(data.Fields, list);
break;
}
}
}
}
private static string GetValue(AccountData data, string fieldName) => data.Fields[fieldName]?.ToString() ?? string.Empty;
public AccountDataKey(AccountData data, params string[] fieldNames)
{
_key = string.Join("\u0001", fieldNames.Select(f => GetValue(data, f)));
}
protected internal void EmitAccountData(AccountData data)
{
if (this.executionQueue != null)
this.executionQueue.Enqueue(data);
else
this.framework.EventServer.OnEvent(data);
}
public AccountDataEventArgs(AccountData data)
{
Data = data;
}
private static string GetValue(AccountData data, string fieldName) => data.Fields[fieldName]?.ToString() ?? string.Empty;
public AccountDataKey(AccountData data, params string[] fieldNames)
{
_key = string.Join("\u0001", fieldNames.Select(f => GetValue(data, f)));
}
